There are times in Macbeth when certain characters say that they do not do things when they really in fact do.  For example, when Banquo meets Macbeth after their encounter with the witches, Banquo asks Macbeth if he has thought about the prophecy that they received.  Macbeth denies that he has thought about the prophecy and tells Banquo that he never thinks about it.  However, the audience knows that this is a lie because Macbeth has revealed his plots and schemes to make the prophecy come true.  Macbeth does not want Banquo to know that he has thought extensively about the witches' prophecy because the plans that Macbeth has put into place to make the prophecy come true are evil.  Further, he does not want to encourage Banquo to think seriously about the prophecy because in that same prophecy the witches said that Banquo's sons would be kings.  Macbeth is trying to prevent this from happening.  So, Macbeth has good reason to not admit to his thinking about this prophecy.